I usually bring a pad of paper with me to talks, but don't take notes. I do write down things I want to revisit later, and sometimes it turns into full blown note-taking. Taking notes reduces my ability to concentrate on the lecture, so if it's a really difficult lecture or if the material is totally new to me, taking notes is a sure way to not get much out of the lecture (unless I commit a large chunk of time to reviewing the notes afterwards).
If I know I'm going to review the material carefully (e.g. if I'm taking a class and I'm putting a lot of effort into it), then I live-TeX notes, which has a number of advantages:
- It's much faster to strike a key than it is to write a character by hand, so I TeX much better notes than I can take by hand. I find that I can even write down lots of things the speaker says but doesn't write.
- I can throw the notes up on my web page, which makes other people in the same class happy.
- I can grep (or otherwise search) my notes.
- If I have the time, I can edit the notes and end up with an awesome reference (e.g. I put a lot of effort into editing my Lie groups and Stacks notes). More often, I review my notes but not edit them very much, in which case they're still pretty nice to have later on.
If you're considering live-TeXing, try it! It's a lot easier than you might think. Also, look at this page of advice I wrote up when I found myself repeating it to many people.
Edit: By the way, I post all my source, and you're welcome to look at it if you want to see how I set up my headers or manage my files. If I have an svn repository for the notes, you can get them with the command
svn checkout svn://sheafy.net/courses/halg_sp2008 (to get my homological algebra notes from Peter Teichner's course for example). If there's no svn repository, you can download the tgz (tar+gzip) file and uncompress it.